【量化利器】终于找到股票集合竞价数据API！附Python调用示例

🔥 引言

最近在研究量化交易策略，发现一个痛点：很难获取到股票的集合竞价数据。市面上的行情API大多只提供分时成交数据，对于早盘9:15-9:25的集合竞价阶段数据几乎是空白。

经过一番折腾，终于自己实现了一个可以获取股票集合竞价数据的API服务，现在分享给大家！

📡 API服务介绍

服务地址：http://ddnsapi.top:18080/api/v1/request

支持市场：

• ✅ A股（所有股票、基金）
• ✅ 港股

功能特性：

📝 请求参数

🐍 Python调用示例

python

#!/usr/bin/env python3
# -*- coding: utf-8 -*-
"""
股票集合竞价数据API调用示例
API服务: http://ddnsapi.top:18080/api/v1/request
"""

import requests

# API地址
API_URL = "http://ddnsapi.top:18080/api/v1/request"

def get_auction_data(code, date=None, phase='open'):
"""
获取股票集合竞价数据

:param code: 股票代码
:param date: 查询日期(YYYYMMDD)，默认当天
:param phase: 竞价阶段 'open'/'close'
:return: API响应数据
"""
data = {
'req_type': 'auction',
'code': code,
'phase': phase
}

if date:
data['date'] = date

try:
response = requests.post(API_URL, data=data, timeout=30)
return response.text
except Exception as e:
return f"请求失败: {str(e)}"

if __name__ == "__main__":
# 示例：获取贵州茅台早盘竞价数据
print("=== 股票集合竞价数据查询 ===")

# 查询2026年6月2日贵州茅台的早盘竞价
result = get_auction_data(code='600519', date='20260602', phase='open')
print("贵州茅台(600519) 早盘竞价数据:")
print(result)
print()

# 查询当天五粮液的尾盘竞价（不传date则默认当天）
result2 = get_auction_data(code='000858', phase='close')
print("五粮液(000858) 尾盘竞价数据:")
print(result2)

📊 响应示例

json

{"code":"600519",
"fields":
["时间","匹配价","竞价涨幅","竞价量","竞价金额","未匹配量","未匹配金额"],
"items":[
["09:15:03",1310.0,0.03,400,524000,0,0],
["09:15:06",1310.0,0.03,400,524000,0,0],
["09:15:09",1310.0,0.03,500,655000,0,0],
["09:15:12",1310.0,0.03,600,786000,0,0],
["09:15:15",1310.0,0.03,700,917000,0,0],
["09:15:18",1309.6,0.0,1800,2357280,2400,3143040],
["09:15:21",1309.6,0.0,1800,2357280,2500,3274000],
["09:15:24",1309.6,0.0,2000,2619200,2300,3012080],
["09:15:27",1309.99,0.03,1300,1702987,400,523996],
["09:15:30",1309.99,0.03,1300,1702987,200,261998],
["09:15:42",1309.99,0.03,1300,1702987,300,392997],["09:16:03",1309.99,0.03,1500,1964985,100,130999],["09:16:06",1309.99,0.03,1500,1964985,200,261998],["09:16:12",1309.99,0.03,1500,1964985,300,392997],["09:16:42",1309.99,0.03,1500,1964985,400,523996],["09:17:00",1309.99,0.03,1600,2095984,300,392997],["09:17:15",1309.99,0.03,1700,2226983,300,392997],["09:17:36",1309.99,0.03,1800,2357982,200,261998],["09:17:54",1309.6,0.0,2500,3274000,2200,2881120],["09:17:57",1309.6,0.0,2524,3305430,2276,2980649],["09:18:03",1309.6,0.0,2524,3305430,2376,3111609],["09:18:18",1309.6,0.0,2524,3305430,2476,3242569],["09:18:21",1309.6,0.0,2524,3305430,2576,3373529],["09:18:30",1309.6,0.0,2624,3436390,2476,3242569],["09:18:33",1309.6,0.0,2624,3436390,2376,3111609],["09:18:36",1309.6,0.0,2724,3567350,2276,2980649],["09:18:39",1309.6,0.0,2724,3567350,2476,3242569],["09:18:45",1309.6,0.0,2724,3567350,2576,3373529],["09:19:00",1309.6,0.0,2724,3567350,2676,3504489],["09:19:51",1309.61,0.0,2724,3567377,76,99530],["09:20:03",1309.99,0.03,3124,4092408,476,623555],["09:20:06",1309.99,0.03,3724,4878402,376,492556],["09:20:09",1309.99,0.03,3824,5009401,476,623555],["09:20:33",1309.99,0.03,4124,5402398,276,361557],["09:20:36",1309.6,0.0,4724,6186550,3276,4290249],["09:20:39",1309.61,0.0,4724,6186597,76,99530],["09:20:45",1309.99,0.03,4800,6287952,0,0],["09:20:57",1309.99,0.03,5000,6549950,0,0],["09:21:00",1309.99,0.03,5000,6549950,0,0],["09:21:03",1309.61,0.0,5024,6579480,76,99530],["09:21:06",1309.99,0.03,5200,6811948,0,0],["09:21:09",1309.99,0.03,5200,6811948,0,0],["09:21:12",1309.98,0.03,5200,6811896,0,0],["09:21:24",1309.98,0.03,5200,6811896,0,0],["09:21:27",1309.61,0.0,5224,6841402,176,230491],["09:21:30",1309.61,0.0,5324,6972363,176,230491],["09:21:39",1309.6,0.0,6324,8281910,2576,3373529],["09:21:42",1309.6,0.0,6524,8543830,2576,3373529],["09:21:45",1309.6,0.0,7224,9460550,1876,2456809],["09:21:48",1309.6,0.0,7524,9853430,1676,2194889],["09:21:51",1309.6,0.0,7824,10246310,1476,1932969],["09:21:57",1309.6,0.0,8524,11163030,876,1147209],["09:22:00",1309.6,0.0,8824,11555910,676,885289],["09:22:03",1309.6,0.0,9324,12210710,376,492409],["09:22:06",1309.6,0.0,9524,12472630,176,230489],["09:22:18",1309.52,-0.01,9700,12702344,0,0],["09:22:21",1309.52,-0.01,9800,12833296,0,0],["09:22:27",1309.52,-0.01,9800,12833296,0,0],["09:22:30",1309.6,0.0,11400,14929439,0,0],["09:22:33",1309.6,0.0,11800,15453279,0,0],["09:22:36",1309.0,-0.05,11900,15577100,0,0],["09:22:39",1309.1,-0.04,12300,16101929,0,0],["09:22:42",1309.1,-0.04,12400,16232839,0,0],["09:22:45",1309.1,-0.04,12500,16363749,0,0],["09:22:48",1309.1,-0.04,12600,16494659,0,0],["09:22:51",1309.1,-0.04,12600,16494659,0,0],["09:22:57",1309.1,-0.04,12600,16494659,0,0],["09:23:00",1309.03,-0.04,12624,16525194,76,99486],["09:23:03",1309.03,-0.04,12700,16624681,0,0],["09:23:06",1308.0,-0.12,12800,16742400,0,0],["09:23:18",1308.0,-0.12,12800,16742400,0,0],["09:23:24",1307.58,-0.15,12800,16737024,0,0],["09:23:27",1307.55,-0.16,12824,16768021,2476,3237493],["09:23:30",1309.0,-0.05,13800,18064200,0,0],["09:23:33",1308.0,-0.12,14024,18343392,76,99408],["09:23:39",1308.0,-0.12,14100,18442800,0,0],["09:23:42",1308.0,-0.12,14100,18442800,0,0],["09:23:45",1308.0,-0.12,14300,18704400,0,0],["09:23:48",1308.0,-0.12,14400,18835200,0,0],["09:23:54",1308.0,-0.12,14800,19358400,0,0],["09:23:57",1308.0,-0.12,15000,19620000,0,0],["09:24:00",1307.55,-0.16,15124,19775386,2476,3237493],["09:24:03",1307.58,-0.15,15200,19875216,0,0],["09:24:09",1307.55,-0.16,15624,20429161,2276,2975983],["09:24:12",1307.55,-0.16,15824,20690671,2076,2714473],["09:24:15",1307.55,-0.16,16424,21475201,2376,3106738],["09:24:18",1307.58,-0.15,16800,21967344,0,0],["09:24:21",1307.55,-0.16,17024,22259731,2276,2975983],["09:24:24",1307.55,-0.16,17224,22521241,2376,3106738],["09:24:27",1307.55,-0.16,17224,22521241,2576,3368248],["09:24:30",1307.55,-0.16,18524,24221056,1276,1668433],["09:24:33",1307.55,-0.16,19524,25528606,876,1145413],["09:24:36",1307.55,-0.16,20500,26804775,0,0],["09:24:39",1307.55,-0.16,21300,27850815,0,0],["09:24:42",1307.5,-0.16,22324,29188630,1376,1799120],["09:24:45",1307.5,-0.16,23024,30103880,676,883870],["09:24:48",1307.1,-0.19,23800,31108979,0,0],["09:24:51",1307.1,-0.19,24200,31631819,0,0],["09:24:54",1307.1,-0.19,24200,31631819,0,0],["09:24:57",1307.0,-0.2,27300,35681100,0,0],["09:25:00",1306.0,-0.27,29500,38527000,0,0]],
"trade_date":"20260602"}

💡 使用场景

⚠️ 注意事项

🔗 总结

如果你也在研究量化交易，需要获取集合竞价数据，这个API绝对值得一试！

API地址：http://ddnsapi.top:18080/api/v1/request

如果觉得有用，欢迎点赞👍、收藏⭐、关注我！后续会分享更多量化相关的干货~